Make the dough: warm ¼ cup (60ml) of the milk and transfer to a large bowl. Add the yeast and mix with a fork. Set aside until it bubbles. Stir in 1/3 cup + 1 tablespoon (55g) of the flour, stirring until a dough forms, and adding a few drops of milk if the mixture is too dry. Knead the dough inside the bowl until smooth, cover with plastic wrap and let rise in a warm place for at least 1 hour (or overnight).
To the dough, add the remaining flour, the remaining ½ cup (120ml) of milk, the egg yolks, the sugar, the oil and salt. Stir until a dough forms, then knead until smooth (I used the Kitchen Aid for that). Set the dough aside while you make the filling. Lightly butter and flour a 23cm (9in) round cake pan.
Make the filling: in an electric mixer, beat together the butter, the granulated sugar, the lemon zest and the cinnamon until smooth and creamy. Set aside.
On a lightly floured surface, roll the dough into a 30x45cm (12x18in) rectangle. Spread the filling evenly over the dough all the way to the edges, leaving a 2.5cm (1in) strip uncovered at the long end. Gently roll the dough, starting at the long end of the rectangle closest to you, forming a cylinder. Using a sharp knife, cut into 8 thick slices. Place them cut side down in the prepared pan, about 1cm (½in) in apart. Cover with plastic wrap and place in a warm place for about 1 hour or until risen.
Preheat the oven to 180°C/350°F. Brush the cake with the egg white and sprinkle with the sugar. Bake for about 35 minutes or until golden. Cool in the pan over a wire rack.